Related papers: Markov-Based Modelling for Reservoir Management: A…
This paper presents a novel methodology for modelling precipitation patterns in a specific geographical region using Hidden Markov Models (HMMs). Departing from conventional HMMs, where the hidden state process is assumed to be Markovian,…
We study the stability of a Markovian model of electricity production and consumption that incorporates production volatility due to renewables and uncertainty about actual demand versus planned production. We assume that the energy…
This initial version of this document was written back in 2014 for the sole purpose of providing fundamentals of reliability theory as well as to identify the theoretical types of machinery for the prediction of durability/availability of…
It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
Continuous Time Markov Chains (CTMC) have been used extensively to model reliability of storage systems. While the exponentially distributed sojourn time of Markov models is widely known to be unrealistic (and it is necessary to consider…
I present an approach to calculate the finite-frequency quantum noise in systems strongly coupled to structured reservoirs based on the Markovian embedding. This technique consists of mapping of the non-Markovian dynamics of the original…
Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become…
These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…
Reservoir observers provide a data-driven approach to the inference of unmeasured variables from observed ones for nonlinear dynamical systems. While previous studies have demonstrated wide applicability, their performance may vary…
The optimal operation of water reservoir systems is a challenging task involving multiple conflicting objectives. The main source of complexity is the presence of the water inflow, which acts as an exogenous, highly uncertain disturbance on…
We provide a general macrostatistical formulation of nonequilibrium steady states of reservoir driven quantum systems. This formulation is centred on the large scale properties of the locally conserved hydrodynamical observables, and our…
To predict the future evolution of dynamical systems purely from observations of the past data is of great potential application. In this work, a new formulated paradigm of reservoir computing is proposed for achieving model-free…
Reservoir computing is a popular approach to design recurrent neural networks, due to its training simplicity and approximation performance. The recurrent part of these networks is not trained (e.g., via gradient descent), making them…
The prediction of stochastic dynamical systems and the capture of dynamical behaviors are profound problems. In this article, we propose a data-driven framework combining Reservoir Computing and Normalizing Flow to study this issue, which…
A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…
We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales. The…
The theory of linear stochastic thermodynamics is developed for periodically driven systems in contact with a single reservoir. Appropriate thermodynamic forces and fluxes are identified, starting from the entropy production for a Markov…
We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions under which such processes possess a given target distribution…
The Deep Time-Delay Reservoir Computing concept utilizes unidirectionally connected systems with time-delays for supervised learning. We present how the dynamical properties of a deep Ikeda-based reservoir are related to its memory capacity…